Abstract
We derive bounds relating Renegar's condition number to quantities that govern the statistical performance of convex regularization in settings that include the l(1)-analysis setting. Using results from conic integral geometry, we show that the bounds can be made to depend only on a random projection, or restriction, of the analysis operator to a lower dimensional space, and can still be effective if these operators are ill-conditioned. As an application, we get new bounds for the undersampling phase transition of composite convex regularizers. Key tools in the analysis are Slepian's inequality and the kinematic formula from integral geometry.
| Original language | English |
|---|---|
| Pages (from-to) | 2501-2516 |
| Journal | IEEE Transactions on Information Theory |
| Volume | 66 |
| Issue number | 4 |
| Online published | 10 Jan 2020 |
| DOIs | |
| Publication status | Published - Apr 2020 |
Research Keywords
- Convex regularization
- compressed sensing
- integral geometry
- convex optimization
- dimension reduction
- PHASE-TRANSITIONS
- COMPLEXITY
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